+42.4%
O vs AFRM
-27.6%
+69.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -0.4% | -5.5% | +5.1% | -0.2% |
| 30D | +8.3% | -15.5% | +23.8% | +8.9% |
| 3M | -4.0% | -10.3% | +6.3% | -3.7% |
| 6M | -2.6% | +0.6% | -3.3% | -3.0% |
| YTD | +9.9% | -11.5% | +21.4% | +9.8% |
| 1Y | +9.8% | -16.6% | +26.4% | +9.9% |
| 3Y | +39.7% | +193.5% | -153.8% | +27.8% |
| 5Y | +9.2% | -55.8% | +65.0% | -1.1% |
| All | +42.4% | -27.6% | +69.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling